Getting up and running with a massive forex tick data history

[adamus]

OK that was it. In the installation of beta 16 I lost all my settings so I guess that was the important one!

[NinjaTrader_ChristopherJ]

Glad to hear that did the trick.

Have a great day!

[dave1992]

Were you guys happy with this data import in the end? Were you happy with the source of data, the import process and use of the data.

It was all tick data right?

And did you use this feature of the data provider to put in the right format for Ninja:

"Upon your request, we can export all data you order to any format according to your specifications free of any additional charges"

I'm thinking of buying this for futures. I'd be interested to know whether Ninja users think this is the best solution - it certainly looks like good value.

thanks
Dave

[adamus]

There is no problem with the text format which disktrading use. In fact when you purchase forex you get all formats in a big directory tree and you have to find your directory in there somewhere with the format you need, i.e. Ninjatrader.

I only bought forex and like all forex data, it wasn't the same as anyone else's but I've got to know its characteristics now so I can use it. But at one stage the difference between disktrading and interactivebrokers tickdata seemed so large I almost junked it.

however for futures the data might be exactly the same, since there's only the one exchange. i didn't buy any futures because it is impossible to construct back-adjusted continuous histories from the contracts they provide. I know other people who use it though.

Importing millions of lines of data can cause the Historical Data Manager to grind to a halt and die, so I had to split the files.

[dave1992]

i didn't buy any futures because it is impossible to construct back-adjusted continuous histories from the contracts they provide. I know other people who use it though.
.

Thanks. I don't quite follow why it's impossible. The source says it's continuous contracts, and Ninja supports continuous contracts. Actually I've no idea exactly how Ninja supports it, but maybe you're saying there'd be no ES 03-04 in the data, and Ninja wouldn't be able to create one.

thanks
Dave

[adamus]

I was trying to remember what disktrading do and you just reminded me.

disktrading just roll over contracts into their big continuous contract file without any back-adjustment.

I wanted back-adjusted, and there's no way of getting it from them.

I don't know the details of which contracts they use and when they roll, I think they were standard, but the lack of back adjustment meant I can't realistically use a moving average for example because of the jump at roll-over.